LYAP - A FORTRAN-90 PROGRAM TO COMPUTE THE LYAPUNOV EXPONENTS OF A DYNAMICAL SYSTEM FROM A TIME-SERIES

Authors
SATTIN F
Citation
F. Sattin, LYAP - A FORTRAN-90 PROGRAM TO COMPUTE THE LYAPUNOV EXPONENTS OF A DYNAMICAL SYSTEM FROM A TIME-SERIES, Computer physics communications, 107(1-3), 1997, pp. 253-257
Citations number
3
Journal title
Computer physics communications → ACNP
ISSN journal
00104655
Volume
107
Issue
1-3
Year of publication
1997
Pages
253 - 257
Database
ISI
SICI code
0010-4655(1997)107:1-3<253:L-AFPT>2.0.ZU;2-L
Abstract
The program presented computes all the Lyapunov exponents of an unknow n dynamical system from a time series. The method used is based on a f itting of the time series with an analytical function through a least square minimization, after which the Lyapunov exponents are determined from the stability of the trajectories calculated using this analytic al function. (C) 1997 Elsevier Science B.V.